|Parameters||μ ∈ R — mean (location)
In probability theory and statistics, the normal-exponential-gamma distribution (sometimes called the NEG distribution) is a three-parameter family of continuous probability distributions. It has a location parameter , scale parameter and a shape parameter .
Probability density function
The probability density function (pdf) of the normal-exponential-gamma distribution is proportional to
where, in this notation, the distribution-names should be interpreted as meaning the density functions of those distributions.
|This article needs additional citations for verification. (December 2010)|
|This statistics-related article is a stub. You can help Wikipedia by expanding it.|